tradeOrderStats: get order information associated with closing positions

Description

tradeOrderStats(portfolio, symbol, ...)

portfolio

text name of the portfolio the order book is associated with

symbol

text string defining the symbol to get trades and orders for

...

any other passthrough parameters

A xts object containing:

Order.Qty
Order.Price
Order.Type
Order.Side
Order.Threshold
Order.Status: should be 'closed' only
Order.StatusTime: time of the closing trade, should match 'End' column
Prefer: prefer argument for getPrice
Order.Set: order set of the closing trade
Txn.Fees: and fees applied to the closing trade
Rule: the name of the rule that generated the order which closed the position
Start: the POSIXct timestamp of the start of the trade
Init.Pos: the initial position on opening the trade
Max.Pos: the maximum (largest) position held during the open trade
Num.Txns: the number of transactions included in this trade
Max.Notional.Cost: the largest notional investment cost of this trade
Net.Trading.PL: net trading P&L in the currency of Symbol
MAE: Maximum Adverse Excursion (MAE), in the currency of Symbol
MFE: Maximum Favorable Excursion (MFE), in the currency of Symbol
Pct.Net.Trading.PL: net trading P&L in percent of invested Symbol price gained or lost
Pct.MAE: Maximum Adverse Excursion (MAE), in percent
Pct.MFE: Maximum Favorable Excursion (MFE), in percent
tick.Net.Trading.PL: net trading P&L in ticks
tick.MAE: Maximum Adverse Excursion (MAE) in ticks
tick.MFE: Maximum Favorable Excursion (MFE) in ticks

TODO: decide which of these columns are actually important TODO: add option for opening order/trade pairing rather than closing